-35.5%
MOD vs AMCR
+13.9%
-49.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -17.8% | -3.8% | -14.1% | -17.4% |
| 30D | -43.2% | +8.3% | -51.5% | -44.7% |
| 3M | -46.0% | -2.7% | -43.3% | -45.8% |
| 6M | -62.2% | +16.7% | -79.0% | -65.1% |
| YTD | -22.8% | +13.2% | -36.0% | -28.0% |
| 1Y | -35.5% | +13.7% | -49.2% | -40.2% |
| All | -35.5% | +13.9% | -49.3% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling